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Option Evaluator
Full
Full-p
Call
Put
Underlying
Strike
Valuation Date
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
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24
25
26
27
28
29
30
31
January
February
March
April
May
June
July
August
September
October
November
Dicember
2003
2004
Expiry date
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
January
February
March
April
May
June
July
August
September
October
November
Dicember
2003
2004
Volatility
%
Parity
Dividend
Dividend date
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
No date
January
February
March
April
May
June
July
August
September
October
November
Dicember
2003
2004
Interest rate
%
Currency Ratio
Underlying range
+/- 1%
+/- 2%
+/- 3%
+/- 4%
+/- 5%
+/- 6%
+/- 7%
+/- 10%
Volatility range
+/- 3%
0%
+/- 1%
+/- 2%
+/- 4%
+/- 5%
+/- 6%
+/- 7%
+/- 10%
Time decay
days
Currency ratio =1
Moneyness bar Legend
In the money
At the money
Out of the money
Deep out of the money
Read the disclaimer, please
Disclaimer
Call 10 1/1/2003
Price
1/3/2002
0.164
At the money
Undelying
10
Volatility (%)
40
Parity
10
Days to expiry
306
Interest rate (%)
5
Dividend
Delta
0.62
Vega
0.003
Gamma
1.042
Theta
-0.0003
Rho
0.0038
Leverage
3.8
Intrinsic value
0
Premium (%)
16.4
Volatility range
+/-2%
Disclaimer
© 2001-2002 www.Tuttowarrant.it
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